Volatility time and properties of option prices (Q1425480): Difference between revisions

@@ Property / DOI @@
-.1214/aoap/1060202830
@@ Property / DOI: 10.1214/aoap/1060202830 / rank @@
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@@ Property / full work available at URL @@
+https://doi.org/10.1214/aoap/1060202830
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@@ Property / OpenAlex ID @@
+W1977262664
@@ Property / OpenAlex ID: W1977262664 / rank @@
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Robustness of the Black and Scholes Formula
@@ Property / cites work: Robustness of the Black and Scholes Formula / rank @@
+Normal rank
@@ Property / cites work @@
+Q3981472
@@ Property / cites work: Q3981472 / rank @@
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@@ Property / cites work @@
+Mean stochastic comparison of diffusions
@@ Property / cites work: Mean stochastic comparison of diffusions / rank @@
+Normal rank
@@ Property / cites work @@
+Martingales versus PDEs in finance: an equivalence result with examples
+Normal rank
@@ Property / cites work @@
+Volatility misspecification, option pricing and superreplication via coupling
+Normal rank
@@ Property / cites work @@
+Q4340391
@@ Property / cites work: Q4340391 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4226355
@@ Property / cites work: Q4226355 / rank @@
+Normal rank
@@ Property / DOI @@
+.1214/AOAP/1060202830
@@ Property / DOI: 10.1214/AOAP/1060202830 / rank @@
+Normal rank